Morgan Stanley Call 165 ROST 20.12.2024
/ DE000ME6LU15
Morgan Stanley Call 165 ROST 20.1.../ DE000ME6LU15 /
2024-07-26 8:48:54 PM |
Chg.-0.022 |
Bid9:50:01 PM |
Ask9:50:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.238EUR |
-8.46% |
0.250 Bid Size: 50,000 |
0.260 Ask Size: 50,000 |
Ross Stores Inc |
165.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME6LU1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Ross Stores Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-08 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
48.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-2.20 |
Time value: |
0.27 |
Break-even: |
154.75 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
0.23 |
Theta: |
-0.03 |
Omega: |
10.97 |
Rho: |
0.11 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.238 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.93% |
1 Month |
|
|
-48.26% |
3 Months |
|
|
-17.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.260 |
1M High / 1M Low: |
0.550 |
0.260 |
6M High / 6M Low: |
1.010 |
0.197 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.286 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.369 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.495 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.75% |
Volatility 6M: |
|
199.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |